readme.gl.txt
Creators:
Pierre Giot
;
Sébastien Laurent
From the dataset abstract
In this paper we model Value-at-Risk (VaR) for daily asset returns using a collection of parametric univariate and multivariate models of the ARCH class based on the skewed Student...
Source: Value-at-risk for long and short trading positions (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/a62ed892-3741-42ea-9368-76f663f8c81a/resource/57cd4d60-9087-48bf-b6f8-923d3c8d7b57/download/readme.gl.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
